+133.1%
WCC vs NWSA
+44.1%
+89.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +6.8% | -3.1% | +9.9% | +8.4% |
| 30D | -3.0% | +4.3% | -7.3% | -5.3% |
| 3M | +0.2% | +9.2% | -9.0% | -5.5% |
| 6M | +33.2% | +21.6% | +11.6% | +15.9% |
| YTD | +45.8% | +14.2% | +31.6% | +31.7% |
| 1Y | +68.4% | +1.8% | +66.6% | +67.2% |
| All | +133.1% | +44.1% | +89.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling